PSTAT 120A- Introduction to Probability and Statistics

Spring 2011
Lecture: MW 5.00 - 6.15 pm Room: GIRV1004
Instructor: Prof. Srikanth Iyer Office: South Hall 5503
Email: iyer@pstat.ucsb.edu
Office Hours: M W 11:00-12:00.
Text: Fundamentals of Probability with stochastic processes, Third Edition,
by Saeed Ghahramani
Topic Chapter Sections
Axioms of Probability 1 1-5
Combinatorial Methods 2 1-4
Conditional Probability 3 1-5
Discrete Distributions 4&5 4.1-4.5 & 5.1-5.3
Syllabus:
Continuous Distributions 6&7 6.1-6.3 & 7.1-7.4
Joint Distributions 8&9 8.1-8.4 & 9.1
Properties of Expectation 10 1-3
Sums of Independent random variables 11 2
Limit Theorems 11 3-5
Discussions: There will be no discussions in the first week of classes. However you are
encouraged to review multiple integration and convergence of series (see
http://www.math.hmc.edu/calculus/tutorials/). Attending discussion
sections is mandatory. Problems to be solved in discussion will be
posted on the course page on Wednesdays. I recommend you read and
think about these problems before going to discussion session.
Homework: Homework will be assigned in class on Wednesdays and are not to be
submitted.
Quizzes: There will be a quiz in each of the discussion sessions. Each quiz which
will be held at the end of the discussion sessions will contain one of the
problems assigned in the previous week homework.
Reading: Will be assigned either in lecture or on the course web page. You will be
responsible for material contained in the readings, even if not discussed
in class.
Exams: One midterm exam: Monday, May 2 in class
Final exam: Will be announced
There will be no make-up exams.
Grades: 25% Quiz
25% Midterm
50% Final exam